Gaussian fields satisfying simultaneous operator scaling relations
Résumé
In this paper we defi ne a special class of group self-similar Gaussian fields. We present an harmonizable representation of m parameter group self-similar Gaussian field by utilizing Haar measure of this group. These fields have also stationary rectangular increments according to special directions linked to co reduction of matrices of the considered m parameter group.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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